iShares GPT Supreme
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares GPT Supreme, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jun 4, 2020, corresponding to the inception date of FFLC
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| iShares GPT Supreme | 19.78% | 0.77% | 11.47% | 32.01% | N/A | N/A |
| Portfolio components: | ||||||
GARP iShares MSCI USA Quality GARP ETF | 28.82% | 0.80% | 10.46% | 48.73% | N/A | N/A |
TUR iShares MSCI Turkey ETF | 16.95% | -1.43% | 4.12% | 1.84% | 11.57% | -0.28% |
IGM iShares Expanded Tech Sector ETF | 26.64% | 0.05% | 8.66% | 52.32% | 23.62% | 23.24% |
SLVP iShares MSCI Global Silver Miners ETF | 32.18% | 3.00% | 41.79% | 47.90% | 6.98% | 3.81% |
QQQ Invesco QQQ | 18.15% | -0.01% | 8.25% | 35.55% | 21.22% | 18.16% |
VWO Vanguard FTSE Emerging Markets ETF | 11.05% | 1.03% | 9.59% | 18.97% | 4.99% | 3.43% |
ICLN iShares Global Clean Energy ETF | -7.10% | 0.70% | 5.65% | -4.21% | 5.93% | 4.59% |
FFLC Fidelity Fundamental Large Cap Core ETF | 26.12% | 2.14% | 9.42% | 40.25% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of iShares GPT Supreme, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.07% | 4.56% | 3.31% | -0.56% | 7.43% | 1.10% | 1.38% | -0.68% | 19.78% | ||||
| 2023 | 6.94% | -3.27% | 5.67% | -1.05% | 1.54% | 3.93% | 5.57% | -2.15% | -4.65% | -3.59% | 10.36% | 3.97% | 24.37% |
| 2022 | -5.08% | -1.26% | 3.75% | -9.02% | -1.04% | -8.02% | 8.49% | -2.36% | -8.36% | 5.70% | 10.43% | -3.66% | -12.08% |
| 2021 | 0.72% | -0.28% | -1.21% | 3.28% | 1.71% | 0.99% | 0.18% | 2.82% | -6.37% | 6.88% | -2.82% | 0.51% | 5.96% |
| 2020 | 3.24% | 8.37% | 6.40% | -2.87% | -1.85% | 11.91% | 9.53% | 39.11% |
Expense Ratio
iShares GPT Supreme features an expense ratio of 0.32%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of iShares GPT Supreme is 38, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
GARP iShares MSCI USA Quality GARP ETF | 2.56 | 3.28 | 1.45 | 3.43 | 13.03 |
TUR iShares MSCI Turkey ETF | 0.20 | 0.45 | 1.05 | 0.26 | 0.52 |
IGM iShares Expanded Tech Sector ETF | 2.31 | 2.95 | 1.40 | 3.31 | 11.77 |
SLVP iShares MSCI Global Silver Miners ETF | 1.16 | 1.77 | 1.21 | 0.79 | 4.33 |
QQQ Invesco QQQ | 1.86 | 2.47 | 1.33 | 2.39 | 8.81 |
VWO Vanguard FTSE Emerging Markets ETF | 1.26 | 1.81 | 1.22 | 0.62 | 7.05 |
ICLN iShares Global Clean Energy ETF | -0.23 | -0.16 | 0.98 | -0.10 | -0.59 |
FFLC Fidelity Fundamental Large Cap Core ETF | 2.71 | 3.64 | 1.47 | 4.00 | 18.49 |
Dividends
Dividend yield
iShares GPT Supreme granted a 1.09% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| iShares GPT Supreme | 1.09% | 1.54% | 1.61% | 1.45% | 0.98% | 1.34% | 1.46% | 1.15% | 1.58% | 1.37% | 1.42% | 1.30% |
| Portfolio components: | ||||||||||||
GARP iShares MSCI USA Quality GARP ETF | 0.36% | 0.75% | 1.85% | 0.67% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TUR iShares MSCI Turkey ETF | 2.27% | 4.43% | 1.97% | 4.22% | 0.87% | 3.29% | 4.05% | 2.64% | 2.89% | 3.04% | 1.63% | 2.34% |
IGM iShares Expanded Tech Sector ETF | 0.30% | 0.39% | 0.53% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.78% | 0.87% | 0.78% |
SLVP iShares MSCI Global Silver Miners ETF | 0.66% | 0.88% | 0.63% | 1.63% | 2.39% | 2.03% | 1.28% | 0.85% | 2.32% | 0.72% | 2.03% | 1.72% |
QQQ Invesco QQQ | 0.49% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
VWO Vanguard FTSE Emerging Markets ETF | 2.67% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
ICLN iShares Global Clean Energy ETF | 1.52% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% | 2.82% | 2.10% |
FFLC Fidelity Fundamental Large Cap Core ETF | 0.71% | 0.57% | 1.67% | 1.68% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares GPT Supreme. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares GPT Supreme was 26.61%, occurring on Oct 14, 2022. Recovery took 197 trading sessions.
The current iShares GPT Supreme drawdown is 2.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.61% | Nov 16, 2021 | 230 | Oct 14, 2022 | 197 | Jul 31, 2023 | 427 |
| -11.36% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -10.76% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -9.68% | Feb 16, 2021 | 27 | Mar 24, 2021 | 109 | Aug 27, 2021 | 136 |
| -9.07% | Sep 3, 2020 | 14 | Sep 23, 2020 | 12 | Oct 9, 2020 | 26 |
Volatility
Volatility Chart
The current iShares GPT Supreme volatility is 5.53%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| TUR | SLVP | ICLN | FFLC | VWO | GARP | QQQ | IGM | |
|---|---|---|---|---|---|---|---|---|
| TUR | 1.00 | 0.20 | 0.22 | 0.24 | 0.31 | 0.20 | 0.21 | 0.21 |
| SLVP | 0.20 | 1.00 | 0.37 | 0.34 | 0.45 | 0.31 | 0.30 | 0.30 |
| ICLN | 0.22 | 0.37 | 1.00 | 0.51 | 0.60 | 0.59 | 0.58 | 0.58 |
| FFLC | 0.24 | 0.34 | 0.51 | 1.00 | 0.59 | 0.72 | 0.68 | 0.69 |
| VWO | 0.31 | 0.45 | 0.60 | 0.59 | 1.00 | 0.60 | 0.63 | 0.62 |
| GARP | 0.20 | 0.31 | 0.59 | 0.72 | 0.60 | 1.00 | 0.97 | 0.96 |
| QQQ | 0.21 | 0.30 | 0.58 | 0.68 | 0.63 | 0.97 | 1.00 | 0.98 |
| IGM | 0.21 | 0.30 | 0.58 | 0.69 | 0.62 | 0.96 | 0.98 | 1.00 |